scientific article; zbMATH DE number 6193912

zbMath1271.60085MaRDI QIDQ5326998

Mario Abundo

Publication date: 1 August 2013

Full work available at URL: http://www.jams.or.jp/notice/scmjol/2013.html

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

diffusionfirst-passage timeinverse first-passage problem

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Stochastic integrals (60H05)

Related Items (4)

The randomized first-hitting problem of continuously time-changed Brownian motion ⋮ An inverse problem for the first-passage place of some diffusion processes with random starting point ⋮ Randomization of a linear boundary in the first-passage problem of Brownian motion ⋮ An inverse first-passage problem revisited: the case of fractional Brownian motion, and time-changed Brownian motion

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